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Firstly, the EWMA model is simple, but if using this model to deal with data which has fat-tailed character it may underestimate the risk.

然后我们使用仿真交易数据对几种VaR模型进行测试,结果显示:一、EWMA模型虽然简单方便,但由于其假设收益率服从正态分布,对于具有尖峰厚尾特征的收益率序列,该模型存在低估风险的可能。

Thirdly the traditional Monte Carlo simulation method assumes that the price change follows the Geometric Brownian Motion, so it also cannot deal with data which has fat-tailed character.

三、传统的蒙特卡洛模型假设价格变化服从几何布朗运动,同样不能有效地刻画收益率序列的尖峰厚尾特征。

Then again, subjecting a partially ionised layer to a further thunderstorm at a more northerly latitude could be sufficient to trigger propagation.

另外, 服从部份地被电离的层数对进一步雷暴在一个更加北方的纬度能是充足触发传播。

This only applies to the condition that the agent obey the law is better than following his own judgment.

这仅适用于:行为人服从权威性命令的行为好于按照自己的独立判断。

Refractory children, lunatics, and criminals may require authority, and may need to be forced to obey.

对倔强的儿童,精神病人以及犯罪的人,需要使用权力,或者需要强迫服从。

The mistuned coupling strength between shrouds and the mistuned natural frequency of blade are considered to distribute normally.

叶冠间的耦合参数以及叶片的一阶频率参数被设为服从正态分布。

Then he bid us go upstairs, through the kitchen, to Zillahs chamber; and I whispered my companion to obey: perhaps we might contrive to get through the window there, or into a garret, and out by its skylight.

然后他叫我们上楼,穿过厨房,到齐拉的卧房里去:我低声叫我的同伴服从:或者我们可以设法从那边窗子出去,或者到一间阁楼里,从天窗出去呢。

At its most theocratic, it forces people to follow sharia laws, sometimes with barbaric penalties.

在神权至上的国家,它强迫人们服从伊斯兰律法,有时甚至施以野蛮的刑罚。

"Submission to the divine will is the softest pillow on which to recline."

服从神的旨意是最柔软的靠头枕。

The same two authors also examined "Cold-formed steel roof trusses subjected to concentrated panel point loading."

同样二位作者也审查了&Cold-formed钢屋顶捆被服从对在这篇第二篇文章的被集中的盘区点loading。&

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It has been put forward that there exists single Ball point and double Ball points on the symmetrical connecting-rod curves of equilateral mechanisms.

从鲍尔点的形成原理出发,分析对称连杆曲线上鲍尔点的产生条件,提出等边机构的对称连杆曲线上有单鲍尔点和双鲍尔点。

The factory affiliated to the Group primarily manufactures multiple-purpose pincers, baking kits, knives, scissors, kitchenware, gardening tools and beauty care kits as well as other hardware tools, the annual production value of which reaches US$ 30 million dollars.

集团所属工厂主要生产多用钳、烤具、刀具、剪刀、厨具、花园工具、美容套等五金产品,年生产总值3000万美元,产品价廉物美、选料上乘、质量保证,深受国内外客户的青睐

The eˉtiology of hemospermia is complicate,but almost of hemospermia are benign.

血精的原因很,以良性病变为主。